Udvidet returret til d. 31. januar 2025

Bøger af Damir Filipovic

Filter
Filter
Sorter efterSorter Populære
  • af Damir Filipovic
    556,95 kr.

  • - A Graduate Course
    af Damir Filipovic
    847,95 kr.

    Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. LIBOR market models;

  • af Damir Filipovic
    466,95 kr.

    Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.